-41.4%
PCOR vs THC
+250.3%
-291.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | -9.0% | -0.7% | -8.3% | -8.8% |
| 30D | +4.2% | +1.3% | +2.9% | +3.7% |
| 3M | +14.4% | +64.2% | -49.8% | -1.8% |
| 6M | +0.2% | +8.3% | -8.1% | -3.2% |
| YTD | -20.3% | +33.4% | -53.6% | -28.8% |
| 1Y | -16.1% | +37.7% | -53.8% | -26.6% |
| 3Y | -14.7% | +236.8% | -251.5% | -49.4% |
| All | -41.4% | +250.3% | -291.7% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling